Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711444.5718 | 657772.312 | 53672.2598 | 157890.5983 | 3651085.6292 | -3493195.0309 |
Total P&L (%) | 711.4446 | 657.7723 | 53.6723 | 157.8906 | 3651.0856 | -3493.195 |
Avg Daily Profit (%) | 0.3146 | 0.2908 | 0.0237 | 0.0419 | 0.1604 | 0 |
Buy And Hold Return (%) | 185.7143 | 185.7143 | 185.7143 | 185.7143 | 185.7143 | 185.7143 |
Max Trade Drawdown | -155079 | -108920 | -172041 | -3427053 | -484744 | -4400559 |
Profit Factor | 1.5262 | 2.1707 | 1.0679 | 1.0192 | 2.9168 | 0.4487 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 53.8462 | 55.5556 | 52.1368 | 53.8462 | 55.5556 | 52.1368 |
Ratio Avg Win / Avg Loss | 1.3082 | 1.7366 | 0.9804 | 0.8736 | 2.3335 | 0.412 |
Largest Winning Trade | 199176 | 199176 | 37732 | 1118492 | 1118492 | 304193 |
Largest Losing Trade | -91308 | -33910 | -91308 | -3185982 | -194485 | -3185982 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 6674 | 3344 | 3330 | 6674 | 3344 | 3330 |
Profit Streak | 52.2175 | 52.2175 | 80.8841 | 52.2175 | 52.2175 | 80.8841 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419476 | 434018 | -472699 | -500299 | 540378 | -579052 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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